+83.9%
FCX vs GFS
-19.0%
+102.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.0% |
| 7D | -0.3% | +7.4% | -7.7% | -2.8% |
| 30D | -14.7% | -15.3% | +0.5% | -9.8% |
| 3M | -11.2% | -21.1% | +9.9% | -4.3% |
| 6M | -11.4% | -44.5% | +33.1% | +6.8% |
| YTD | +17.7% | +19.2% | -1.5% | +4.7% |
| 1Y | +47.5% | +27.2% | +20.2% | +27.7% |
| 3Y | +83.9% | -20.1% | +104.0% | +77.0% |
| All | +83.9% | -19.0% | +102.9% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GFS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling